Related papers: Low rank approximation method for perturbed linear…
Let $A$ be a square matrix with a given structure (e.g. real matrix, sparsity pattern, Toeplitz structure, etc.) and assume that it is unstable, i.e. at least one of its eigenvalues lies in the complex right half-plane. The problem of…
Matrices arising in scientific applications frequently admit linear low-rank approximations due to smoothness in the physical and/or temporal domain of the problem. In large-scale problems, computing an optimal low-rank approximation can be…
We present a model and variance reduction method for the fast and reliable computation of statistical outputs of stochastic elliptic partial differential equations. Our method consists of three main ingredients: (1) the hybridizable…
In this paper, we consider approximating the parameter-to-solution maps of parametric partial differential equations (PPDEs) using deep neural networks (DNNs). We propose an efficient approach combining reduced collocation methods (RCMs)…
Low-rank tensor approximation techniques attempt to mitigate the overwhelming complexity of linear algebra tasks arising from high-dimensional applications. In this work, we study the low-rank approximability of solutions to linear systems…
Most existing methodologies of estimating low-rank matrices rely on Burer-Monteiro factorization, but these approaches can suffer from slow convergence, especially when dealing with solutions characterized by a large condition number,…
Structured Low-Rank Approximation is a problem arising in a wide range of applications in Numerical Analysis and Engineering Sciences. Given an input matrix $M$, the goal is to compute a matrix $M'$ of given rank $r$ in a linear or affine…
We consider a wide range of regularized stochastic minimization problems with two regularization terms, one of which is composed with a linear function. This optimization model abstracts a number of important applications in artificial…
Sparse polynomial approximation has become indispensable for approximating smooth, high- or infinite-dimensional functions from limited samples. This is a key task in computational science and engineering, e.g., surrogate modelling in…
We study a class of non-convex and non-smooth problems with \textit{rank} regularization to promote sparsity in optimal solution. We propose to apply the proximal gradient descent method to solve the problem and accelerate the process with…
In this work, we propose a novel two-level discretization for solving semilinear elliptic equations with random coefficients. Motivated by the two-grid method for deterministic partial differential equations (PDEs) introduced by Xu…
This paper presents an algorithmic framework for solving unconstrained stochastic optimization problems using only stochastic function evaluations. We employ central finite-difference based gradient estimation methods to approximate the…
In this paper, we propose an efficient and scalable low rank matrix completion algorithm. The key idea is to extend orthogonal matching pursuit method from the vector case to the matrix case. We further propose an economic version of our…
Matrices with low-rank structure are ubiquitous in scientific computing. Choosing an appropriate rank is a key step in many computational algorithms that exploit low-rank structure. However, estimating the rank has been done largely in an…
Dynamical low-rank approximation, as has been demonstrated recently, can be extremely efficient in solving kinetic equations. However, a major deficiency is that they do not preserve the structure of the underlying physical problem. For…
Optimization over low rank matrices has broad applications in machine learning. For large scale problems, an attractive heuristic is to factorize the low rank matrix to a product of two much smaller matrices. In this paper, we study the…
To enable DNNs on edge devices like mobile phones, low-rank approximation has been widely adopted because of its solid theoretical rationale and efficient implementations. Several previous works attempted to directly approximate a…
We consider the problem of approximating an affinely structured matrix, for example a Hankel matrix, by a low-rank matrix with the same structure. This problem occurs in system identification, signal processing and computer algebra, among…
We develop two iterative algorithms for solving the low rank phase retrieval (LRPR) problem. LRPR refers to recovering a low-rank matrix $\X$ from magnitude-only (phaseless) measurements of random linear projections of its columns. Both…
There is a recent surge of interest in nonconvex reformulations via low-rank factorization for stochastic convex semidefinite optimization problem in the purpose of efficiency and scalability. Compared with the original convex formulations,…